Wanbo Lu
Biographic Data
| ID | 6563224 |
|---|---|
| NAME | Wanbo Lu |
| GIVEN NAMES | Wanbo |
| FAMILY NAME | Lu |
| SIGNATURE | LU W |
| AFFILIATIONS | Southwestern University of Finance and Economics |
| ORCID | 0000-0002-4220-0276 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 3 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Estimation of factors using higher-order multi-cumulants in weak factor models
When factors are weak, covariance-based factor analysis methods tend to exhibit poor performance. To address this issue in the case of non-Gaussian data, we propose a new method called Higher-order multi-cumulant Factor Analysis (HFA). HFA estimates factors and factor loadings via the eigenvalue decomposition of the product of a higher-order multi-cumulant matrix and its transpose. We derive the asymptotic properties of HFA under a weak factor mo…
Effect of electricity policy uncertainty and carbon emission prices on electricity demand in China based on mixed-frequency data models
Cannabis Use Disorder Impairs Motor Cortical Plasticity
OPINION article Front. Psychiatry, 04 November 2020Sec. Addictive Disorders Volume 11 - 2020 | https://doi.org/10.3389/fpsyt.2020.589716
No prominent works on this page.
Cannabis Use Disorder Impairs Motor Cortical Plasticity
OPINION article Front. Psychiatry, 04 November 2020Sec. Addictive Disorders Volume 11 - 2020 | https://doi.org/10.3389/fpsyt.2020.589716
Effect of electricity policy uncertainty and carbon emission prices on electricity demand in China based on mixed-frequency data models
Estimation of factors using higher-order multi-cumulants in weak factor models
When factors are weak, covariance-based factor analysis methods tend to exhibit poor performance. To address this issue in the case of non-Gaussian data, we propose a new method called Higher-order multi-cumulant Factor Analysis (HFA). HFA estimates factors and factor loadings via the eigenvalue decomposition of the product of a higher-order multi-cumulant matrix and its transpose. We derive the asymptotic properties of HFA under a weak factor mo…
Addiction (1 work) · Attention Deficit Hyperactivity Disorder (1 work) · Bayesian Methods and Mixture Models (1 work) · Cannabis (1 work) · China (1 work) · Econometrics (1 work) · Economics (1 work) · Electric Power System Optimization (1 work) · Electrical engineering (1 work) · Electricity (1 work)